+393.0%
EFA vs NOC
+2,223.2%
-1,830.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +1.2% | -2.7% | +3.9% | +2.1% |
| 30D | -0.7% | -8.9% | +8.1% | +2.4% |
| 3M | +6.4% | -3.7% | +10.1% | +7.3% |
| 6M | +11.4% | -30.8% | +42.2% | +26.1% |
| YTD | +14.0% | -7.9% | +21.9% | +15.6% |
| 1Y | +20.2% | -9.4% | +29.6% | +22.3% |
| 3Y | +68.2% | +29.0% | +39.2% | +45.5% |
| 5Y | +54.8% | +56.1% | -1.2% | +18.7% |
| 10Y | +142.4% | +186.3% | -43.9% | +32.9% |
| All | +393.0% | +2,223.2% | -1,830.1% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling